Browsing FGV EESP - Textos para Discussão / Working Paper Series by Author "Carvalho, Mauricio Rocha de"

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    • Determinants of the implied equity risk premium in Brazil 

      Sanvicente, Antonio Zoratto; Carvalho, Mauricio Rocha de
      2016
      This paper proposes and tests market determinants of the equity risk premium (ERP) in Brazil. We use implied ERP, based on the Elton (1999) critique. The ultimate goal of this exercise is to demonstrate that the calculation ...